About cpu usage:

Currently the windows build always uses a lot more CPU than the linux build. It has to do with the windows library that gives support for the linux features and I'm not sure there's anything to do about it. Beyond that, some drivers use a lot more CPU when more than one card is in use. The other big CPU user is when dynamic mode is enabled, as it constantly monitors the GPU usage and throttles it accordingly, but conversely spends more CPU time doing this. To decrease CPU usage, disable dynamic mode by choosing an intensity with -I.

About dynamic mode:

The intensity level is determined by cgminer to be that which will keep the desktop GUI fluid based on how quickly it refreshes. If you have a low power card, the intensity will almost always be low because of this. If you have a high power GPU, it may well get to quite high intensity levels even when still in use.

About the OSX build:

It should build if you have the right tools for it. Ycros is helping me out there.

About shares rejected:

When doing solo mining, you are constantly trying to find a block for yourself and anything that looks like it might be a block is submitted to the network. Most of the time it will be rejected because it's not the real block you've found.

About stopping in windows:

I'm working on trying to make it more robust, but ctrl-break is the only way to stop it at the moment.

Other stuff:

Low priority while I try to get cgminer as stable as possible with the most frequently requested or sponsored features. While I have spent a LOT of time on this project, I do not have infinite time to implement everything in such a short time space.